| Valor Inicial | Entregas | Resgates | Valor Final | Retorno (Mês) | Rent. (Mês) | Retorno | Rentabilidade | |
|---|---|---|---|---|---|---|---|---|
| 2022-04 | 773,480.08 € | 0.00 € | 0.00 € | 762,845.47 € | -10,634.61 € | -1.37% | 55,481.00 € | 9.86% |
| 2022-03 | 769,155.05 € | 1000.00 € | 0.00 € | 773,480.08 € | 3325.03 € | 0.43% | 66,115.61 € | 11.39% |
| 2022-02 | 779,177.75 € | 0.00 € | 0.00 € | 769,155.05 € | -10,022.70 € | -1.29% | 62,790.58 € | 10.91% |
| 2022-01 | 752,191.79 € | 50,000.00 € | 0.00 € | 779,177.75 € | -23,014.04 € | -3.14% | 72,813.28 € | 12.36% |
| 2021-12 | 737,298.04 € | 0.00 € | 500.00 € | 752,191.79 € | 15,393.75 € | 2.02% | 95,827.32 € | 16.00% |
| 2021-11 | 738,907.90 € | 0.00 € | 0.00 € | 737,298.04 € | -1,609.86 € | -0.22% | 80,433.57 € | 13.70% |
| 2021-10 | 713,109.75 € | 15,500.00 € | 0.00 € | 738,907.90 € | 10,298.15 € | 1.41% | 82,043.43 € | 13.95% |
| 2021-09 | 676,062.06 € | 44,500.00 € | 0.00 € | 713,109.75 € | -7,452.31 € | -1.08% | 71,745.28 € | 12.37% |
| 2021-08 | 654,890.89 € | 14,250.00 € | 0.00 € | 676,062.06 € | 6921.17 € | 1.05% | 79,197.59 € | 13.59% |
| 2021-07 | 645,702.94 € | 8500.00 € | 0.00 € | 654,890.89 € | 687.96 € | 0.11% | 72,276.42 € | 12.41% |
| 2021-06 | 633,710.18 € | 0.00 € | 0.00 € | 645,702.94 € | 11,992.76 € | 1.87% | 71,588.47 € | 12.29% |
| 2021-05 | 652,981.47 € | 0.00 € | 22,750.00 € | 633,710.18 € | 3478.71 € | 0.55% | 59,595.71 € | 10.23% |
| 2021-04 | 648,640.60 € | 0.00 € | 0.00 € | 652,981.47 € | 4340.88 € | 0.67% | 56,117.00 € | 9.63% |
| 2021-03 | 634,449.61 € | 0.00 € | 0.00 € | 648,640.60 € | 14,190.99 € | 2.24% | 51,776.12 € | 8.90% |
| 2021-02 | 631,596.26 € | 0.00 € | 0.00 € | 634,449.61 € | 2853.34 € | 0.45% | 37,585.14 € | 6.51% |
| 2021-01 | 627,865.63 € | 0.00 € | 0.00 € | 631,596.26 € | 3730.64 € | 0.59% | 34,731.79 € | 6.04% |
| 2020-12 | 588,562.28 € | 30,000.00 € | 0.00 € | 627,865.63 € | 9303.35 € | 1.52% | 31,001.15 € | 5.41% |
| 2020-11 | 559,954.87 € | 0.00 € | 0.00 € | 588,562.28 € | 28,607.41 € | 5.11% | 21,697.80 € | 3.83% |
| 2020-10 | 562,326.97 € | 0.00 € | 0.00 € | 559,954.87 € | -2,372.10 € | -0.42% | -6,909.60 € | -1.22% |
| 2020-09 | 564,599.73 € | 0.00 € | 0.00 € | 562,326.97 € | -2,272.76 € | -0.40% | -4,537.50 € | -0.80% |
| 2020-08 | 556,531.31 € | 0.00 € | 0.00 € | 564,599.73 € | 8068.42 € | 1.45% | -2,264.74 € | -0.40% |
| 2020-07 | 556,011.25 € | 0.00 € | 0.00 € | 556,531.31 € | 520.06 € | 0.09% | -10,333.17 € | -1.82% |
| 2020-06 | 548,965.71 € | 0.00 € | 0.00 € | 556,011.25 € | 7045.54 € | 1.28% | -10,853.23 € | -1.91% |
| 2020-05 | 544,289.48 € | 0.00 € | 0.00 € | 548,965.71 € | 4676.23 € | 0.86% | -17,898.76 € | -3.16% |
| 2020-04 | 520,832.84 € | 0.00 € | 0.00 € | 544,289.48 € | 23,456.64 € | 4.50% | -22,574.99 € | -3.98% |
| 2020-03 | 569,771.96 € | 0.00 € | 0.00 € | 520,832.84 € | -48,939.13 € | -8.59% | -46,031.64 € | -8.12% |
| 2020-02 | 584,824.91 € | 0.00 € | 0.00 € | 569,771.96 € | -15,052.95 € | -2.57% | 2907.49 € | 0.51% |
| 2020-01 | 583,737.76 € | 0.00 € | 0.00 € | 584,824.91 € | 1087.15 € | 0.19% | 17,960.44 € | 3.17% |
| 2019-12 | 580,691.89 € | 0.00 € | 0.00 € | 583,737.76 € | 3045.87 € | 0.52% | 16,873.29 € | 2.98% |
| 2019-11 | 578,723.10 € | 0.00 € | 0.00 € | 580,691.89 € | 1968.79 € | 0.34% | 13,827.42 € | 2.44% |
| 2019-10 | 577,509.87 € | 0.00 € | 0.00 € | 578,723.10 € | 1213.23 € | 0.21% | 11,858.63 € | 2.09% |
| 2019-09 | 572,436.11 € | 0.00 € | 0.00 € | 577,509.87 € | 5073.76 € | 0.89% | 10,645.40 € | 1.88% |
| 2019-08 | 569,906.90 € | 0.00 € | 0.00 € | 572,436.11 € | 2529.21 € | 0.44% | 5571.64 € | 0.98% |
| 2019-07 | 566,864.47 € | 0.00 € | 0.00 € | 569,906.90 € | 3042.43 € | 0.54% | 3042.43 € | 0.54% |
| Período de drawdown superior a 15% | Alvo |
|---|---|
| 0.87% | < 5% |
O drawdown é um indicador de risco que evidencia a maior perda ocorrida desde um ponto de alta (pico) e determinado período. Se o drawdown em determinado momento é de -5% significa que nesse momento o portfolio está 5% abaixo dos máximos históricos. Por outro lado, caso este seja 0% significa que o portfolio fez novo máximo histórico (ou igual o anterior). No gráfico em cima temos também um linha horizontal (a tracejado) que representa o drawdown máximo esperado para a carteira.
| CAGR | Retorno | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|---|
| S.I. | 3.37% | 9.86% | 6.90% | 0.49 | -17.81% | 0.19 |
| YTD | N/A | -5.28% | 6.20% | -2.42 | -6.64% | -2.26 |
| 1 Year | 0.21% | 0.21% | 5.74% | 0.04 | -6.92% | 0.03 |
Nota: Cálculo do Sharpe no período YTD usa a anualização do Retorno YTD
| 2019 | 2020 | 2021 | 2022 | |
|---|---|---|---|---|
| Portfolio | 2.98% | 2.36% | 10.05% | -5.30% |
Nota: Performance de 2019 é apenas desde 2019-06-30
| CAGR | Retorno | StdDev | Sharpe | Max DD | MAR | |
|---|---|---|---|---|---|---|
| Portfolio | 3.37% | 9.86% | 6.90% | 0.49 | -17.81% | 0.19 |
| Portfolio recomendado | 4.84% | 14.34% | 7.47% | 0.65 | -19.40% | 0.25 |
O portfolio índices e o portfolio recomendado são calculados tendo em consideração os pesos alvo como definidos na IPS. A carteira indíces utiliza os índices MSCI e Bloomberg e por sua vez a carteira recomendada tem a alocação ao activos recomendados (ETFs e fundos).Após 2020-06-30 houve uma alteração no portfolio recomendado.
Até 2020-06-30:
Carteira índices: 25% - Bloomberg Global-Aggregate Bond, 20% Bloomberg Global Corporate Bond, 20% Bloomberg Barclays Global High Yield Index, 5% MSCI Emerging Markets, 5% MSCI Europe, 5% MSCI Japan, 5% MSCI Pacific ex-Japan, 4% MSCI USA, 10% MSCI World Small Caps, 2% MSCI World Real State
Carteira recomendada: 25% iShares Global Aggregate Bond, 20% iShares Global Corp Bond, 20% iShares Global High Yield Corp Bond, 5% Schroder Emerging Market Opportunities, 5% MFS European Value Fund, 5% Invesco MSCI Japan, 5% Fidelity Asia Pacific Opportunities Fund, 4% Invesco MSCI USA, 10% iShares MSCI World Small Cap, 2% Amundi Index FTSE EPRA NAREIT Global
Após 2020-06-30:
Carteira índices: 0.5% - Cash, 15% - Bloomberg Global-Aggregate Bond, 15% Bloomberg Global Corporate Bond, 20% Bloomberg Barclays Global High Yield Index, 7.5% MSCI Emerging Markets, 6% MSCI Europe, 3% MSCI Japan, 7.5% MSCI Pacific ex-Japan, 7.5% MSCI USA, 8% MSCI World Small Caps, 5% MSCI World Real State, 5% Gold
Carteira recomendada: 0.5% - Cash, 15% iShares Global Aggregate Bond, 15% iShares Global Corp Bond, 20% iShares Global High Yield Corp Bond, 7.5% Schroder Emerging Market Opportunities, 6% MFS European Value Fund, 3% Invesco MSCI Japan, 7.5% Fidelity Asia Pacific Opportunities Fund, 7.5% Invesco MSCI USA, 8% iShares MSCI World Small Cap, 5% Janus Henderson Hrzn Glbl Pty EUR, 5% Amundi Physical Gold
Valores descendentes mostram underperformance do Portfolio, valores ascendentes mostram overperformance
Com este gráfico pretende-se avaliar se o portefólio está em linha com o objectivo definido. Neste caso atingir os 2 Milhões de euros, a preços constantes de Julho de 2019, em Julho de 2042. Deveremos ainda ter em consideração os reforços previstos anualmente, conforme definido na IPS.
De momento o valor do Portfolio não se encontra, ainda, deflaccionado. Relembramos a capacidade de fazer zoom nos gráficos.
| Portfolio | Alvo | Alteração Máx. | Corredores (+/-) | Mínimo | Máximo | |
|---|---|---|---|---|---|---|
| Cash | 0.28% | 0.50% | NA | NA | 0.00% | 1.00% |
| Bonds Corporate | 14.05% | 15.00% | 10.00% | 1.50% | 13.50% | 16.50% |
| Bonds Global | 14.79% | 15.00% | 10.00% | 1.50% | 13.50% | 16.50% |
| Bonds HY | 16.99% | 17.50% | 10.00% | 1.75% | 15.75% | 19.25% |
| Equities EM | 6.52% | 7.00% | 20.00% | 1.40% | 5.60% | 8.40% |
| Equities Europe | 6.81% | 7.00% | 20.00% | 1.40% | 5.60% | 8.40% |
| Equities Global SC | 7.21% | 7.00% | 20.00% | 1.40% | 5.60% | 8.40% |
| Equities Japan | 2.83% | 3.00% | 20.00% | 0.60% | 2.40% | 3.60% |
| Equities P. ex-Japan | 7.05% | 7.00% | 20.00% | 1.40% | 5.60% | 8.40% |
| Equities USA | 7.12% | 7.00% | 20.00% | 1.40% | 5.60% | 8.40% |
| Global Real Estate | 4.53% | 4.00% | 20.00% | 0.80% | 3.20% | 4.80% |
| Gold | 5.24% | 4.00% | 20.00% | 0.80% | 3.20% | 4.80% |
| Private Equity | 6.58% | 6.00% | 20.00% | 1.20% | 4.80% | 7.20% |
| Total | 100.0% | 100.00% | NA | NA | NA | NA |
| Aplicação | Moeda | Subscrição | Actual | Custo | Cotação | Investido | ML | EUR | Câmbial | Câmbial |
|---|---|---|---|---|---|---|---|---|---|---|
| SPDR® S&P 500 ETF | USD | 1.131 | 1.054 | 296.18 $ | 412.00 $ | 8885.50 $ | 39.10% | 49.22% | 7.28% | 795.47€ |
| iShares 20+ Year Treasury Bond ETF | USD | 1.131 | 1.054 | 132.77 $ | 119.45 $ | 7302.61 $ | -10.04% | -3.49% | 7.28% | 422.82€ |
| iShares Global High Yield Corp Bond ETF | USD | 1.125 | 1.054 | 5.27 $ | 5.21 $ | 21,074.87 $ | -1.18% | 5.52% | 6.78% | 1254.12€ |
| Vanguard Emerging Markets ETF USD | USD | 1.175 | 1.054 | 53.92 $ | 56.57 $ | 10,785.00 $ | 4.90% | 16.94% | 11.48% | 1105.37€ |
| iShares $ Treasury Bond 1-3yr ETF | USD | 1.175 | 1.054 | 5.45 $ | 5.22 $ | 29,951.02 $ | -4.19% | 6.78% | 11.45% | 2797.15€ |
| iShares Short Duration High Yield Bond | USD | 1.160 | 1.054 | 5.83 $ | 5.62 $ | 17,490.18 $ | -3.64% | 6.01% | 10.02% | 1455.90€ |
| Total | NA | NA | NA | NA | NA | NA | NA | NA | NA | 7830.84€ |
| Aplicação | Ticker | Investido | Actual | Retorno | Rent. | Retorno | Rent. | Retorno | Rent. |
|---|---|---|---|---|---|---|---|---|---|
| iShares STOXX Europe 600 UCITS ETF | EXSA | 4083.33 € | 4708.72 € | 625.39 € | 15.32% | 61.36 € | 1.50% | 686.75 € | 16.82% |
| iShares Global Corporate Bond | IBCQ | 95,011.25 € | 82,320.31 € | -12,690.94 € | -13.36% | 2121.05 € | 2.23% | -10,569.89 € | -11.12% |
| SPDR® S&P 500 ETF | SPY | 7858.41 € | 11,726.70 € | 3868.29 € | 49.22% | 169.59 € | 2.16% | 4037.88 € | 51.38% |
| iShares 20+ Year Treasury Bond ETF | TLT | 6458.49 € | 6233.15 € | -225.34 € | -3.49% | 120.87 € | 1.87% | -104.47 € | -1.62% |
| Vanguard Asia Pacific ex Japan | VAPX | 16,379.27 € | 20,712.00 € | 4332.73 € | 26.45% | 1248.52 € | 7.62% | 5581.25 € | 34.08% |
| Vanguard Corporate Bond UCITS ETF | VECP | 26,521.02 € | 24,835.00 € | -1,686.02 € | -6.36% | 60.39 € | 0.23% | -1,625.63 € | -6.13% |
| Vanguard Developed Europe ex UK | VERX | 14,792.50 € | 17,525.00 € | 2732.50 € | 18.47% | 820.22 € | 5.54% | 3552.72 € | 24.02% |
| Vanguard FTSE Japan UCITS ETF | VJPN | 7744.50 € | 8685.00 € | 940.50 € | 12.14% | 279.20 € | 3.61% | 1219.70 € | 15.75% |
| Vanguard S&P 500 UCITS ETF | VUSA | 27,458.18 € | 42,593.60 € | 15,135.42 € | 55.12% | 857.23 € | 3.12% | 15,992.65 € | 58.24% |
| Total | NA | 206,306.94 € | 219,339.49 € | 13,032.54 € | NA | 5738.43 € | NA | 18,770.97 € | NA |
| Nome Aplicação | Quant. | Custo unit. | Cotação | Valor Investido | Valor Actual | Retorno | Rent. |
|---|---|---|---|---|---|---|---|
| Cash | 2136.74 | NA | NA | 2136.74€ | 2136.74€ | NA | NA |
| iShares Global Aggregate Bond EUR | 13050.00 | 5.30€ | 4.83€ | 69,202.74€ | 62,977.94€ | -6,224.80€ | -9.00% |
| iShares $ Treasury Bond 1-3yr ETF | 5500.00 | 4.64€ | 4.95€ | 25,496.96€ | 27,225.00€ | 1728.04€ | 6.78% |
| iShares 20+ Year Treasury Bond ETF | 55.00 | 117.43€ | 113.33€ | 6458.49€ | 6233.15€ | -225.34€ | -3.49% |
| iShares EUR Inflation Gov. Bond | 68.00 | 235.46€ | 240.74€ | 16,011.08€ | 16,370.32€ | 359.24€ | 2.24% |
| iShares Global Corporate Bond EUR | 895.00 | 106.16€ | 91.98€ | 95,011.25€ | 82,320.31€ | -12,690.94€ | -13.36% |
| Vanguard EUR Corporate Bond UCITS ETF | 500.00 | 53.04€ | 49.67€ | 26,521.02€ | 24,835.00€ | -1,686.02€ | -6.36% |
| Arcano Low Volatility European Income Fund | 585.51 | 102.35€ | 103.61€ | 59,927.71€ | 60,665.21€ | 737.50€ | 1.23% |
| iShares Short Duration High Yield Bond | 3000.00 | 5.03€ | 5.33€ | 15,083.19€ | 15,990.00€ | 906.81€ | 6.01% |
| iShares Global High Yield Corp Bond ETF | 4000.00 | 4.68€ | 4.94€ | 18,726.09€ | 19,760.00€ | 1033.91€ | 5.52% |
| AR PPR | 1892.20 | 16.70€ | 17.56€ | 31,601.63€ | 33,227.03€ | 1625.40€ | 5.14% |
| Vanguard Developed Europe ex UK | 500.00 | 29.59€ | 35.05€ | 14,792.50€ | 17,525.00€ | 2732.50€ | 18.47% |
| iShares STOXX Europe 600 UCITS ETF | 105.00 | 38.89€ | 44.84€ | 4083.33€ | 4708.72€ | 625.39€ | 15.32% |
| MFS Meridian European Value A1 EUR | 520.00 | 50.90€ | 57.17€ | 26,466.00€ | 29,728.40€ | 3262.40€ | 12.33% |
| SPDR® S&P 500 ETF | 30.00 | 261.95€ | 390.89€ | 7858.41€ | 11,726.70€ | 3868.29€ | 49.22% |
| Vanguard S&P 500 UCITS ETF EUR | 560.00 | 49.03€ | 76.06€ | 27,458.18€ | 42,593.60€ | 15,135.42€ | 55.12% |
| Vanguard Asia Pacific ex Japan | 800.00 | 20.47€ | 25.89€ | 16,379.27€ | 20,712.00€ | 4332.73€ | 26.45% |
| Fidelity Asia Pacific Opps E-Acc-EUR | 1190.77 | 22.67€ | 27.75€ | 27,000.04€ | 33,043.87€ | 6043.83€ | 22.38% |
| Vanguard FTSE Japan UCITS ETF | 300.00 | 25.82€ | 28.95€ | 7744.50€ | 8685.00€ | 940.50€ | 12.14% |
| Invesco MSCI Japan UCITS ETF (EUR) | 210.00 | 55.39€ | 61.30€ | 11,631.09€ | 12,873.00€ | 1241.91€ | 10.68% |
| iShares MSCI World Small Cap UCITS ETF | 8900.00 | 4.35€ | 6.18€ | 38,756.52€ | 55,002.00€ | 16,245.48€ | 41.92% |
| LYXOR ETF MSCI Emerging Markets | 3280.00 | 9.64€ | 11.88€ | 31,607.44€ | 38,972.96€ | 7365.52€ | 23.30% |
| Vanguard Emerging Markets ETF USD | 200.00 | 45.89€ | 53.67€ | 9178.72€ | 10,734.00€ | 1555.28€ | 16.94% |
| Amundi Physical Gold ETC (EUR) | 555.00 | 64.49€ | 72.03€ | 35,794.59€ | 39,976.65€ | 4182.06€ | 11.68% |
| Janus Henderson Hrzn Glbl Pty EUR | 1215.00 | 20.78€ | 28.47€ | 25,251.60€ | 34,591.05€ | 9339.45€ | 36.99% |
| Schroder GAIA II | 331.41 | 150.87€ | 151.57€ | 49,999.98€ | 50,231.81€ | 231.83€ | 0.46% |
| Total | NA | NA | NA | 700,179.08€ | 762,845.47€ | 62,666.39€ | 9.86% |
| Data Movimento | Nome Aplicação | Observações | Quantidade | Valor Unitário (EUR) | Valor Total (EUR) |
|---|---|---|---|---|---|
| 2022-04-01 | Custódia BEST | Saída dinheiro - Outros custos | -6.15 | 1.00€ | -6.15€ |
| 2022-04-04 | Vanguard S&P 500 UCITS ETF (EUR) | Entrada Cash- Dividendo | 91.28 | 1.00€ | 91.28€ |
| 2022-04-07 | Consultoria | Saída dinheiro - Consultoria | -851.05 | 1.00€ | -851.05€ |
| 2022-04-07 | iShares 20+ Year Treasury Bond ETF | Entrada Cash- Dividendo | 2.71 | 1.00€ | 2.71€ |
| 2022-04-28 | Vanguard EUR Corporate Bond UCITS ETF | Entrada Cash- Dividendo | 6.66 | 1.00€ | 6.66€ |